Search Results - "Sensoy, Ahmet"

Prediction of cryptocurrency returns using machine learning by Akyildirim, Erdinc, Goncu, Ahmet, Sensoy, Ahmet

“…In this study, the predictability of the most liquid twelve cryptocurrencies are analyzed at the daily and minute level frequencies using the machine learning…”
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Green credit policy and firm performance: What we learn from China by Yao, Shouyu, Pan, Yuying, Sensoy, Ahmet, Uddin, Gazi Salah, Cheng, Feiyang

“…We explore the effect of green credit policy on firm performance of listed firms in China. We find that green credit policy reduces firm performance in heavily…”
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Climate change exposure and cost of equity by Cepni, Oguzhan, Şensoy, Ahmet, Yılmaz, Muhammed Hasan

“…In this study, we investigate the association between climate change exposure and the cost of equity financing. Using a novel dataset of US firm-level exposure…”
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Managing disease containment measures during a pandemic by Shahmanzari, Masoud, Tanrisever, Fehmi, Eryarsoy, Enes, Şensoy, Ahmet

“…Throughout the current COVID‐19 pandemic, governments have implemented a variety of containment measures, ranging from hoping for herd immunity (which is…”
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The effectiveness of technical trading rules in cryptocurrency markets by Corbet, Shaen, Eraslan, Veysel, Lucey, Brian, Sensoy, Ahmet

“…•We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies.•We test resistance and support…”
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Unveiling financial inclusion dynamics: Fintech's resonance in Association of Southeast Asian Nations (ASEAN) by Ha, Dao, Nguyen, Mai, Nguyen, Kim, Şensoy, Ahmet

“…Abstract This article examines the determinants of financial inclusion in the Association of Southeast Asian Nations (ASEANs), with a particular focus on the…”
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The relationship between implied volatility and cryptocurrency returns by Akyildirim, Erdinc, Corbet, Shaen, Lucey, Brian, Sensoy, Ahmet, Yarovaya, Larisa

“…•We analyse the relationship between the volatility of various cryptocurrencies, VIX and VSTOXX.•Time-varying positive interrelationships between the…”
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Empowering mobile money users: The role of financial literacy and trust in Vietnam by Dao Ha, Ahmet Şensoy, An Phung

“…While other countries have implemented mobile money very early with promising results, Vietnam, a bank-based country, only started the pilot implementation in…”
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The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives by Akyildirim, Erdinc, Corbet, Shaen, Katsiampa, Paraskevi, Kellard, Neil, Sensoy, Ahmet

“…•Perform a high-frequency analysis to investigate establishment of two new Bitcoin futures.•There have been significant pricing effects sourced from both…”
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Determinants of ICO success and post-ICO performance by Aylin Aslan, Ahmet Şensoy, Levent Akdeniz

“…Initial coin offerings (ICOs) have emerged as an alternative way of raising funds for entrepreneurial ventures to develop a new project or product. In this…”
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Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis by Mensi, Walid, Lee, Yun-Jung, Al-Yahyaee, Khamis Hamed, Sensoy, Ahmet, Yoon, Seong-Min

“…•Long memory and weak-form efficiency of cryptocurrency market are examined.•High-frequency data of two major cryptocurrencies, Bitcoin and Ethereum, are…”
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Lottery-like preferences and the MAX effect in the cryptocurrency market by Ozdamar, Melisa, Akdeniz, Levent, Sensoy, Ahmet

“…We investigate the significance of extreme positive returns in the cross-sectional pricing of cryptocurrencies. Through portfolio-level analyses and weekly…”
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High frequency multiscale relationships among major cryptocurrencies: portfolio management implications by Mensi, Walid, Rehman, Mobeen Ur, Shafiullah, Muhammad, Al-Yahyaee, Khamis Hamed, Sensoy, Ahmet

“…This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and…”
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A comparative analysis of the dynamic relationship between oil prices and exchange rates by Turhan, M. Ibrahim, Sensoy, Ahmet, Hacihasanoglu, Erk

“…•Dynamic correlations between oil prices and exchange rates of G20 are estimated.•Significant shifts in dynamic correlations are detected…”
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Cross-sectoral interactions in Islamic equity markets by Yilmaz, Mustafa K., Sensoy, Ahmet, Ozturk, Kevser, Hacihasanoglu, Erk

“…Although it is essential for investors who want to comply with their religious obligations, cross-sectoral interaction in Islamic equity markets is an…”
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Order imbalance and commonality: Evidence from the options market by John Omole, Ahmet Sensoy, Guzhan Gulay

“…Using a market model and principal component analysis, we investigate the existence of common effects in order imbalance in the Borsa Istanbul's option market…”
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The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies by Sensoy, Ahmet

“…•Weak-form efficiency of high frequency BTCUSD and BTCEUR is analyzed.•Pricing efficiency has been improving in the last few years at the intraday…”
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Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications by Mensi, Walid, Rehman, Mobeen Ur, Shafullah, Muhammad, Al‑Yahyaee, Khamis Hamed, Sensoy, Ahmet

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Financial Networks 2019 by Tabak, Benjamin Miranda, Silva, Thiago Christiano, Sensoy, Ahmet

“…Since the global financial crisis of 2008, many important aspects of how networks can amplify shocks have come to the debate in the academia and also for…”
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Financial Networks by Tabak, Benjamin Miranda, Silva, Thiago Christiano, Sensoy, Ahmet

“…Today, both regulators and the academia recognize that interconnectedness is a crucial component that had a key role in the amplification of losses in the last…”
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